Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51708.19 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48509.13 Kr¶

PnL: ---------------------------------------> -578.44 Kr¶

DD now: ---------------------------------> -0.455 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:39:28.211932'

Anic Portfolio¶

Today¶

Return: 0.134 %¶

This Week¶

Return: 8.797 %¶

Total¶

Return: 69.279 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 2.770000 800.000000 127.000000 18.870000 673.000000
HEBA B 70 2.490000 2740.500000 104.500000 3.960000 2636.000010
Nordea Bank Abp 29 0.740000 3557.720000 103.720000 3.000000 3453.999992
SAAB B 8 0.420000 3431.200000 54.200000 1.600000 3377.000000
Swedbank A 3 1.850000 612.300000 48.300000 8.560000 564.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 0.940000 617.100000 43.100000 7.510000 573.999998
AcadeMedia 12 1.100000 597.840000 40.840000 7.330000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.160000 391.900000 36.900000 10.390000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Intrum 4 2.080000 550.600000 23.600000 4.480000 527.000000
Eastnine 4 2.080000 511.200000 20.200000 4.110000 491.000000
OEM International B 7 1.030000 548.100000 20.100000 3.810000 527.999997
Boozt 12 2.210000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.200000 578.880000 8.880000 1.560000 570.000000
Corem Property Group B 59 3.770000 584.980000 7.980000 1.380000 576.999999
Coor Service Management Hold. 8 0.820000 538.400000 6.400000 1.200000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.070000 249.840000 3.840000 1.560000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.050000 544.500000 -1.500000 -0.270000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.640000 3846.500000 -3.500000 -0.090000 3850.000000
CTEK 13 2.210000 510.900000 -23.100000 -4.330000 533.999999
International Petroleum Corp. 5 -0.180000 561.500000 -33.070000 -5.560000 594.565215
Essity B 2 -1.360000 538.000000 -36.000000 -6.270000 574.000000
Fasadgruppen Group 38 -1.460000 4104.000000 -37.000000 -0.890000 4140.999992
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 0.180000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 4.160000 1843.600000 -145.400000 -7.310000 1989.000002
Axfood 15 -3.980000 3873.000000 -427.000000 -9.930000 4300.000005
Ovzon 64 -0.750000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48509.130000 -578.440000 -0.4547% 49087.564636

Updated:¶

'2023-02-01 09:39:41.255445'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶